+759.7%
PWV vs SPY
+821.2%
-61.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | +3.5% | +2.6% | +0.9% | +1.1% |
| 30D | +2.8% | -2.0% | +4.8% | +4.4% |
| 3M | -0.3% | -2.8% | +2.5% | +2.0% |
| 6M | +11.9% | +2.1% | +9.8% | +9.0% |
| YTD | +23.3% | +11.5% | +11.8% | +10.6% |
| 1Y | +24.2% | +13.5% | +10.7% | +9.5% |
| 3Y | +86.5% | +77.7% | +8.8% | +7.0% |
| 5Y | +88.8% | +72.6% | +16.2% | +9.5% |
| 10Y | +209.0% | +308.2% | -99.1% | -21.9% |
| All | +759.7% | +821.2% | -61.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling